Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDCHF (US Dollar vs Swiss Franc) | ||||
Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | StartHr=0; StartMin=0; StopLoss=80; TakeProfit=80; Lots=1; DaysOfClose=1; TS_Mode=0; TS_Trigger=12; TS_Sensitivity=12; emaFast=12; emaSlow=26; signalPeriod=9; timeFrame=0; | ||||
Bars in test | 1515 | Ticks modelled | 13947 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -305.01 | Gross profit | 233.70 | Gross loss | -538.71 |
Profit factor | 0.43 | Expected payoff | -30.50 | ||
Absolute drawdown | 433.37 | Maximal drawdown | 542.93 (5.37%) | Relative drawdown | 5.37% (542.93) |
Total trades | 10 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 3 (33.33%) |
Profit trades (% of total) | 3 (30.00%) | Loss trades (% of total) | 7 (70.00%) | ||
Largest | profit trade | 78.56 | loss trade | -77.92 | |
Average | profit trade | 77.90 | loss trade | -76.96 | |
Maximum | consecutive wins (profit in money) | 1 (78.56) | consecutive losses (loss in money) | 6 (-460.79) | |
Maximal | consecutive profit (count of wins) | 78.56 (1) | consecutive loss (count of losses) | -460.79 (6) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.08 00:00 | sell | 1 | 1.00 | 1.01942 | 1.02022 | 1.01862 | ||
2 | 2009.12.08 00:46 | t/p | 1 | 1.00 | 1.01862 | 1.02022 | 1.01862 | 78.56 | 10078.56 |
3 | 2009.12.10 00:00 | sell | 2 | 1.00 | 1.02578 | 1.02658 | 1.02498 | ||
4 | 2009.12.10 00:20 | s/l | 2 | 1.00 | 1.02658 | 1.02658 | 1.02498 | -77.92 | 10000.64 |
5 | 2009.12.11 00:00 | buy | 3 | 1.00 | 1.02608 | 1.02528 | 1.02688 | ||
6 | 2009.12.11 03:15 | t/p | 3 | 1.00 | 1.02688 | 1.02528 | 1.02688 | 77.89 | 10078.53 |
7 | 2009.12.15 00:00 | sell | 4 | 1.00 | 1.03172 | 1.03252 | 1.03092 | ||
8 | 2009.12.15 01:50 | s/l | 4 | 1.00 | 1.03252 | 1.03252 | 1.03092 | -77.47 | 10001.06 |
9 | 2009.12.16 00:00 | sell | 5 | 1.00 | 1.04034 | 1.04114 | 1.03954 | ||
10 | 2009.12.16 01:15 | s/l | 5 | 1.00 | 1.04114 | 1.04114 | 1.03954 | -76.82 | 9924.24 |
11 | 2009.12.18 00:00 | sell | 6 | 1.00 | 1.04675 | 1.04755 | 1.04595 | ||
12 | 2009.12.18 00:10 | s/l | 6 | 1.00 | 1.04755 | 1.04755 | 1.04595 | -76.32 | 9847.92 |
13 | 2009.12.21 00:00 | buy | 7 | 1.00 | 1.04102 | 1.04022 | 1.04182 | ||
14 | 2009.12.21 00:15 | s/l | 7 | 1.00 | 1.04022 | 1.04022 | 1.04182 | -76.91 | 9771.01 |
15 | 2009.12.23 00:00 | sell | 8 | 1.00 | 1.04824 | 1.04904 | 1.04744 | ||
16 | 2009.12.23 01:26 | s/l | 8 | 1.00 | 1.04904 | 1.04904 | 1.04744 | -76.26 | 9694.75 |
17 | 2009.12.24 00:00 | buy | 9 | 1.00 | 1.03969 | 1.03889 | 1.04049 | ||
18 | 2009.12.24 00:20 | s/l | 9 | 1.00 | 1.03889 | 1.03889 | 1.04049 | -77.01 | 9617.74 |
19 | 2009.12.31 00:00 | sell | 10 | 1.00 | 1.03645 | 1.03725 | 1.03565 | ||
20 | 2009.12.31 01:50 | t/p | 10 | 1.00 | 1.03565 | 1.03725 | 1.03565 | 77.25 | 9694.99 |